Title Basics of applied stochastic processes / Richard Serfozo

Published Berlin ; Heidelberg : Springer, 2009

Click on the following:
Springer Mathematics and Statistics eBooks
Springer eBooks

Copies

Description 1 online resource (xiv, 443 pages) : graph Series Probability and its applications Probability and its applications (Springer-Verlag) Contents Markov chains -- Renewal and regenerative processes -- Poisson processes -- Continuous-time Markov chains -- Brownian motion -- Appendix Summary Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, Poisson processes, and Brownian motion. This book presents structure and basic properties of these stochastic processes Bibliography Includes bibliographical references Notes Print version record Subject Stochastic processes. Stochastic Processes MATHEMATICS -- Probability & Statistics -- Stochastic Processes. Stochastic processes. Stochastic processes Stochastischer Prozess Form Electronic book ISBN 9783540893325 3540893326 6611986782 9786611986780

  Permalink